Compliance Consultant

0001301396-20-000004.txt : 20201116 0001301396-20-000004.hdr.sgml : 20201116 20201116164731 ACCESSION NUMBER: 0001301396-20-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201116 DATE AS OF CHANGE: 20201116 EFFECTIVENESS DATE: 20201116 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Context Capital Management, LLC CENTRAL INDEX KEY: 0001301396 IRS NUMBER: 330972042 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10965 FILM NUMBER: 201317878 BUSINESS ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 BUSINESS PHONE: 858 481 3666 MAIL ADDRESS: STREET 1: 2223 AVENIDA DE LA PLAYA STREET 2: SUITE 300 CITY: LA JOLLA STATE: CA ZIP: 92037 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001301396 XXXXXXXX 09-30-2020 09-30-2020 Context Capital Management, LLC

2223 AVENIDA DE LA PLAYA SUITE 300 LA JOLLA CA 92037

13F HOLDINGS REPORT 028-10965 N Grace Brescia Compliance Consultant 8455161946 Grace Brescia Hopewell Junction NY 11-16-2020 0 165 460125 false INFORMATION TABLE 2 edgar13f20200930c.xml AMAG PHARMACEUTICALS INC NOTE 3.250% 6/0 00163UAD8 12630 14068000 PRN SOLE 14068000 0 0 AMCI ACQUISITION CORP *W EXP 05/20/202 00165R119 84 123700 SH SOLE 123700 0 0 AEGERION PHARMACEUTICALS INC NOTE 5.000% 4/0 00767EAC6 564 472000 PRN SOLE 472000 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 3221 4000000 PRN SOLE 4000000 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1337 1450000 PRN SOLE 1450000 0 0 AMPLITUDE HLTHCRE AQUSTIN CO COM CL A 03212A105 496 50000 SH SOLE 50000 0 0 AMPLITUDE HLTHCRE AQUSTIN CO *W EXP 12/01/202 03212A113 30 25000 SH SOLE 25000 0 0 AMRYT PHARMA PLC SPONSORED ADS 03217L106 858 69437 SH SOLE 69437 0 0 APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 885 75000 SH SOLE 75000 0 0 APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 4588 5000000 PRN SOLE 5000000 0 0 ARTIUS ACQUISITION INC UNIT 99/99/9999 04316G204 31 3000 SH SOLE 3000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 6176 3500000 PRN SOLE 3500000 0 0 CF FIN ACQUISITION CORP COM CL A 12528N107 520 50000 SH SOLE 50000 0 0 CF FIN ACQUISITION CORP *W EXP 04/30/202 12528N115 271 276304 SH SOLE 276304 0 0 CIIG MERGER CORP UNIT 12/31/2026 12559C202 747 70171 SH SOLE 70171 0 0 CF FINANCE ACQUISITION CORP UNIT 08/01/2027 15725Q203 11626 1160000 SH SOLE 1160000 0 0 CHURCHILL CAPITAL CORP IV UNIT 99/99/9999 171439201 11626 890000 SH SOLE 890000 0 0 CHURCHILL CAP CORP II CL A 17143G106 2167 205392 SH SOLE 205392 0 0 CHURCHILL CAP CORP II *W EXP 07/02/202 17143G114 109 50104 SH SOLE 50104 0 0 CHURCHILL CAP CORP II *W EXP 03/01/202 17144C112 745 372598 SH SOLE 372598 0 0 CLIMATE CHANGE CRISIS REAL I UNIT 99/99/9999 18716C209 50 5000 SH SOLE 5000 0 0 CM LIFE SCIENCES INC UNIT 09/01/2025 18978W208 2094 200000 SH SOLE 200000 0 0 COLLECTIVE GROWTH CORP COM CL A 19424L101 165 16693 SH SOLE 16693 0 0 COLLECTIVE GROWTH CORP *W EXP 04/30/202 19424L119 5 8346 SH SOLE 8346 0 0 DMY TECHNOLOGY GROUP INC *W EXP 02/21/202 233253111 255 84949 SH SOLE 84949 0 0 DMY TECHNOLOGY GROUP INC UNIT 99/99/9999 233277201 802 78400 SH SOLE 78400 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 4590 5000000 PRN SOLE 5000000 0 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 7356 8174000 PRN SOLE 8174000 0 0 E MERGE TECHNOLOGY ACQUISITI UNIT 07/30/2025 26873Y203 5746 570000 SH SOLE 570000 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 19424 20876000 PRN SOLE 20876000 0 0 ENCORE CAP GROUP INC NOTE 3.250% 3/1 292554AK8 4334 4016000 PRN SOLE 4016000 0 0 ENCORE CAP GROUP INC NOTE 3.250%10/0 292554AM4 2845 2500000 PRN SOLE 2500000 0 0 ENCORE CAP GROUP INC NOTE 4.500% 9/0 29260UAA5 817 750000 PRN SOLE 750000 0 0 EQUITY DISTR ACQUISITION COR UNIT 99/99/9999 29465E205 3090 300000 SH SOLE 300000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 1135 1500000 PRN SOLE 1500000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 3511 3000000 PRN SOLE 3000000 0 0 EXPERIENCE INVT CORP COM CL A 30217C109 1779 176984 SH SOLE 176984 0 0 FALCON CAPITAL ACQUISITN COR UNIT 08/20/2027 30606L207 3087 300000 SH SOLE 300000 0 0 FINSERV ACQUISITION CORP CL A 318085107 1003 100000 SH SOLE 100000 0 0 FINSERV ACQUISITION CORP *W EXP 12/31/202 318085115 50 50000 SH SOLE 50000 0 0 FINTECH ACQUISITION CORP III COM CL A 31811A101 784 76000 SH SOLE 76000 0 0 FINTECH ACQUISITION CORP III *W EXP 12/01/202 31811A119 43 27600 SH SOLE 27600 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 10283 13000000 PRN SOLE 13000000 0 0 FOLEY TRASIMENE ACQUISITION UNIT 99/99/9999 344328208 3060 300000 SH SOLE 300000 0 0 FORUM MERGER II CORP *W EXP 09/30/202 34986F111 2833 319421 SH SOLE 319421 0 0 FORUM MERGER III CORP UNIT 08/24/2027 349885202 6370 610200 SH SOLE 610200 0 0 FUSION ACQUISITION CORP UNIT 99/99/9999 36118H204 4069 395000 SH SOLE 395000 0 0 GO ACQUISITION CORP UNIT 08/31/2027 362019200 50 5000 SH SOLE 5000 0 0 GX ACQUISITION CORP COM CL A 36251A107 3150 300000 SH SOLE 300000 0 0 GX ACQUISITION CORP *W EXP 05/24/202 36251A115 240 150000 SH SOLE 150000 0 0 GS ACQUISITION HLDGS CORP II UNIT 99/99/9999 36258Q204 56 5000 SH SOLE 5000 0 0 GIGCAPITAL2 INC COM 375036100 2018 198600 SH SOLE 198600 0 0 GIGCAPITAL2 INC *W EXP 02/28/202 375036118 181 198600 SH SOLE 198600 0 0 GIGCAPITAL2 INC RIGHT 02/28/2026 375036126 66 198600 SH SOLE 198600 0 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 7399 7250000 SH SOLE 7250000 0 0 GRID DYNAMICS HLDGS INC *W EXP 03/05/202 39813G117 260 146124 SH SOLE 146124 0 0 HALL OF FAME RESORT & ENTMT *W EXP 07/01/202 40619L110 13 51600 SH SOLE 51600 0 0 HAYMAKER ACQUISITION CORP II COM CL A 42087L101 1000 100000 SH SOLE 100000 0 0 HAYMAKER ACQUISITION CORP II *W EXP 10/31/202 42087L119 33 33333 SH SOLE 33333 0 0 HEALTHCARE MERGER CORP COM CL A 42227L102 761 75000 SH SOLE 75000 0 0 HEALTHCARE MERGER CORP *W EXP 12/17/202 42227L110 67 37500 SH SOLE 37500 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 999 1000000 PRN SOLE 1000000 0 0 HOLICITY INC UNIT 08/05/2025 435063201 259 25000 SH SOLE 25000 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 360 438600 SH SOLE 438600 0 0 HYCROFT MINING HOLDING CORP *W EXP 02/12/202 44862P117 71 45500 SH SOLE 45500 0 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 10843 11750000 PRN SOLE 11750000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 1628 1500000 PRN SOLE 1500000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12702 15799000 PRN SOLE 15799000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 2.000% 5/1 45845PAB4 5145 7485000 PRN SOLE 7485000 0 0 INTERPRIVATE ACQUISITION COR COM 46064A103 38 3800 SH SOLE 3800 0 0 INTERPRIVATE ACQUISITION COR *W EXP 10/24/202 46064A111 59 71900 SH SOLE 71900 0 0 IQIYI INC DEBT 3.750%12/0 46267XAB4 8740 8250000 PRN SOLE 8250000 0 0 IQIYI INC DEBT 2.000% 4/0 46267XAD0 5812 6126000 PRN SOLE 6126000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 1034 1000000 PRN SOLE 1000000 0 0 ISHARES TR CORE US AGGBD ET 464287226 6446 54600 SH SOLE 54600 0 0 KALEYRA INC *W EXP 12/12/202 483379111 489 344031 SH SOLE 344031 0 0 LF CAP ACQUISITION CORP *W EXP 06/22/202 50200K116 355 197403 SH SOLE 197403 0 0 LANDCADIA HLDGS II INC *W EXP 05/09/202 51476X113 293 66632 SH SOLE 66632 0 0 LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 3376 3743000 PRN SOLE 3743000 0 0 LIONHEART ACQUISITION CORP I UNIT 08/13/2025 53625R203 2997 300900 SH SOLE 300900 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 5569 5000000 PRN SOLE 5000000 0 0 MERIDA MERGER CORP I COM 58953M106 3696 373902 SH SOLE 373902 0 0 MERIDA MERGER CORP I *W EXP 11/07/202 58953M114 111 201150 SH SOLE 201150 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1089 1000000 PRN SOLE 1000000 0 0 MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 4627 3100000 PRN SOLE 3100000 0 0 NANTHEALTH INC NOTE 5.500%12/1 630104AB3 11322 12240000 PRN SOLE 12240000 0 0 NAVSIGHT HLDGS INC UNIT 99/99/9999 639358209 8908 885447 SH SOLE 885447 0 0 NESCO HLDGS INC *W EXP 01/01/202 64083J112 88 293036 SH SOLE 293036 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4125 3000000 PRN SOLE 3000000 0 0 NEVRO CORP NOTE 2.750% 4/0 64157FAC7 768 500000 PRN SOLE 500000 0 0 NORTHERN GENESIS ACQUISITION UNIT 07/31/2027 66516T203 1495 149600 SH SOLE 149600 0 0 NOVAVAX INC NOTE 3.750% 2/0 670002AB0 2991 2500000 PRN SOLE 2500000 0 0 OMEROS CORP NOTE 6.250%11/1 682143AE2 8508 9000000 PRN SOLE 9000000 0 0 OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 5073 4287000 PRN SOLE 4287000 0 0 PAE INC *W EXP 09/11/202 69290Y117 465 211187 SH SOLE 211187 0 0 PDL BIOPHARMA INC COM 69329Y104 1465 465172 SH SOLE 465172 0 0 PRA GROUP INC NOTE 3.500% 6/0 69354NAB2 10717 9800000 PRN SOLE 9800000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2818 2500000 PRN SOLE 2500000 0 0 PERSHING SQUARE TONTINE HLDG COM CL A 71531R109 454 20000 SH SOLE 20000 0 0 PERSHING SQUARE TONTINE HLDG *W EXP 07/24/202 71531R117 16 2220 SH SOLE 2220 0 0 PIVOTAL INVT CORP II *W EXP 06/01/202 72582K118 185 50000 SH SOLE 50000 0 0 PROPERTY SOLUTIONS ACQUISITI UNIT 03/30/2027 74348Q207 6054 599990 SH SOLE 599990 0 0 PURPLE INNOVATION INC *W EXP 02/02/202 74640Y114 2328 344388 SH SOLE 344388 0 0 QUDIAN INC DEBT 1.000% 7/0 G7314VAA8 740 1000000 PRN SOLE 1000000 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 2124 2592000 PRN SOLE 2592000 0 0 RETROPHIN INC NOTE 2.500% 9/1 761299AB2 8782 10233000 PRN SOLE 10233000 0 0 SPDR GOLD TR GOLD SHS 78463V107 453 2560 SH SOLE 2560 0 0 SEA LTD DEBT 2.375%12/0 G7948TAE9 13086 7000000 PRN SOLE 7000000 0 0 SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 8766 9900000 PRN SOLE 9900000 0 0 SEACOR HOLDINGS INC NOTE 3.250% 5/1 811904AN1 2440 3250000 PRN SOLE 3250000 0 0 SPIRIT AIRLS INC NOTE 4.750% 5/1 848577AA0 726 500000 PRN SOLE 500000 0 0 STABLE RD ACQUISITION CORP COM CL A 85236Q109 504 50000 SH SOLE 50000 0 0 STABLE RD ACQUISITION CORP *W EXP 05/15/202 85236Q117 29 25000 SH SOLE 25000 0 0 STAR PEAK ENERGY TRANSITION UNIT 99/99/9999 855185203 1538 150000 SH SOLE 150000 0 0 SWITCHBACK ENERGY ACQUISTN C *W EXP 07/25/202 87105M110 460 98035 SH SOLE 98035 0 0 TAILWIND ACQUISITION CORP UNIT 09/07/2027 87403Q201 5025 500000 SH SOLE 500000 0 0 THERATECHNOLOGIES INC NOTE 5.750% 6/3 88338HAA8 62 69000 PRN SOLE 69000 0 0 THERAVANCE BIOPHARMA INC NOTE 3.250%11/0 88339KAA0 6345 7250000 PRN SOLE 7250000 0 0 TILRAY INC DEBT 5.000%10/0 88688TAB6 520 1300000 PRN SOLE 1300000 0 0 TUSCAN HOLDINGS CORP COM 90069K104 602 59100 SH SOLE 59100 0 0 TUSCAN HOLDINGS CORP *W EXP 04/01/202 90069K112 30 59100 SH SOLE 59100 0 0 TUSCAN HLDGS CORP II COM 90070A103 2994 300000 SH SOLE 300000 0 0 TUSCAN HLDGS CORP II *W EXP 99/99/999 90070A111 68 150000 SH SOLE 150000 0 0 UTZ BRANDS INC *W EXP 08/28/202 918090119 4287 655503 SH SOLE 655503 0 0 VELODYNE LIDAR INC *W EXP 09/29/202 92259F119 379 77500 SH SOLE 77500 0 0 VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 12760 12946000 PRN SOLE 12946000 0 0 VESPER HEALTHCARE ACQSTN COR UNIT 99/99/9999 92538T203 3078 300000 SH SOLE 300000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 7004 7270000 PRN SOLE 7270000 0 0 XERIS PHARMACEUTICALS INC NOTE 5.000% 7/1 98422LAA5 6256 3240000 PRN SOLE 3240000 0 0 YY INC DEBT 1.375% 6/1 G9887YAC1 3760 3500000 PRN SOLE 3500000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 864 500000 PRN SOLE 500000 0 0 ACE CONVERGENCE ACQU CORP UNIT 99/99/9999 G0083D112 5873 572936 SH SOLE 572936 0 0 ARCLIGHT CLEAN TRANSITION CO UNIT 09/21/2025 G04561117 1004 100000 SH SOLE 100000 0 0 ASCENDANT DIGITAL ACQUISITIO UNIT 99/99/9999 G05155125 4734 450000 SH SOLE 450000 0 0 Cohn Robbins Holdings Corp UNIT 08/11/2025 G23726121 5045 500000 SH SOLE 500000 0 0 D8 Holdings Corp UNIT 99/99/9999 G2614K102 1577 156649 SH SOLE 156649 0 0 ARYA SCIENCES ACQUISITION CO *W EXP 06/09/202 G31655106 162 90000 SH SOLE 90000 0 0 ARYA SCIENCES ACQUISITION CO COM CL A G31655122 2822 270000 SH SOLE 270000 0 0 Ftac Olympus Acquisition Cor UNIT 08/24/2025 G37288118 6000 600000 SH SOLE 600000 0 0 GALILEO ACQUISITION CORP shs G3770A102 1733 175000 SH SOLE 175000 0 0 GALILEO ACQUISITION CORP *W EXP 10/31/202 G3770A110 108 175000 SH SOLE 175000 0 0 Horizon Acquisition Corp UNIT 99/99/9999 G46049121 2601 250000 SH SOLE 250000 0 0 LIV Capital Acquisition Corp CL A G5510C108 1773 180000 SH SOLE 180000 0 0 LIV Capital Acquisition Corp UNIT 99/99/9999 G5510C124 85 180000 SH SOLE 180000 0 0 Prime Impac Acquisition I UNIT 10/01/2030 G61074111 6012 600000 SH SOLE 600000 0 0 Qell Acquisition Corp UNIT 10/01/2025 G7307X121 916 90152 SH SOLE 90152 0 0 RedBall Acquisition Corp UNIT 99/99/9999 G7417R121 5165 488600 SH SOLE 488600 0 0 SCVX Corp *W EXP 01/24/202 G79448117 75 50000 SH SOLE 50000 0 0 SCVX Corp COM G79448208 1000 100000 SH SOLE 100000 0 0 THUNDER BRDG ACQUISTION II L *W EXP 11/30/202 G8857S108 101 75000 SH SOLE 75000 0 0 THUNDER BRDG ACQUISTION II L CL A SHS G8857S116 1530 150000 SH SOLE 150000 0 0 Tortoise Acquisition II Corp UNIT 06/14/2027 G89554110 3264 300000 SH SOLE 300000 0 0 Brooge Holdings ltd *W EXP 12/20/202 G1611B115 54 108000 SH SOLE 108000 0 0 Union Acquisition Corp II SHS G9402Q100 993 100000 SH SOLE 100000 0 0 Union Acquisition Corp II *W EXP 04/01/202 G9402Q126 75 100000 SH SOLE 100000 0 0 VPC Impact Acquisition Hold UNIT 09/22/2025 G9441E126 4000 400000 SH SOLE 400000 0 0 AKAZOO SA *W EXP 09/11/202 L0164E116 0 20000 SH SOLE 20000 0 0 AGBA ACQUISITION LTD SHS G0120M109 1349 130000 SH SOLE 130000 0 0 AGBA ACQUISITION LTD *W EXP 05/10/202 G0120M117 42 130000 SH SOLE 130000 0 0 AGBA ACQUISITION LTD RIGHT 05/10/2024 G0120M125 30 130000 SH SOLE 130000 0 0 HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 93 45073 SH SOLE 45073 0 0 LONGEVITY ACQUISITION CORP RIGHT 07/31/2020 G56372124 12 51200 SH SOLE 51200 0 0 TENZING ACQUISITION CORP UNIT 08/24/2024 G8708A124 20 39300 SH SOLE 39300 0 0 HL ACQUISITIONS CORP *W EXP 06/21/202 G4603R122 79 75073 SH SOLE 75073 0 0 HL ACQUISITIONS CORP RIGHT 07/17/2023 G4603R130 13 51200 SH SOLE 51200 0 0